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BCH vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCH and SCHG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BCH vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco de Chile (BCH) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BCH:

1.76

SCHG:

0.56

Sortino Ratio

BCH:

2.38

SCHG:

0.90

Omega Ratio

BCH:

1.29

SCHG:

1.12

Calmar Ratio

BCH:

2.72

SCHG:

0.57

Martin Ratio

BCH:

6.55

SCHG:

1.88

Ulcer Index

BCH:

5.65%

SCHG:

7.10%

Daily Std Dev

BCH:

21.90%

SCHG:

25.28%

Max Drawdown

BCH:

-57.66%

SCHG:

-34.59%

Current Drawdown

BCH:

-1.92%

SCHG:

-7.26%

Returns By Period

In the year-to-date period, BCH achieves a 48.24% return, which is significantly higher than SCHG's -3.17% return. Over the past 10 years, BCH has underperformed SCHG with an annualized return of 9.99%, while SCHG has yielded a comparatively higher 15.64% annualized return.


BCH

YTD

48.24%

1M

4.19%

6M

49.09%

1Y

38.18%

3Y*

25.62%

5Y*

21.70%

10Y*

9.99%

SCHG

YTD

-3.17%

1M

11.31%

6M

-1.72%

1Y

13.96%

3Y*

22.94%

5Y*

18.22%

10Y*

15.64%

*Annualized

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Banco de Chile

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

BCH vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCH
The Risk-Adjusted Performance Rank of BCH is 9191
Overall Rank
The Sharpe Ratio Rank of BCH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BCH is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BCH is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BCH is 9090
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCH vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Chile (BCH) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current BCH Sharpe Ratio is 1.76, which is higher than the SCHG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BCH and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BCH vs. SCHG - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 6.77%, more than SCHG's 0.42% yield.


TTM20242023202220212020201920182017201620152014
BCH
Banco de Chile
6.77%7.46%9.01%6.39%3.86%4.10%5.04%3.63%2.86%4.35%5.78%5.58%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

BCH vs. SCHG - Drawdown Comparison

The maximum BCH drawdown since its inception was -57.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BCH and SCHG. For additional features, visit the drawdowns tool.


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Volatility

BCH vs. SCHG - Volatility Comparison

Banco de Chile (BCH) has a higher volatility of 5.90% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.48%. This indicates that BCH's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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